+453.3%
PEP vs IAG
+377.5%
+75.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.2% | +28.9% | -28.7% | -0.6% |
| 3M | -1.1% | +19.1% | -20.3% | -1.8% |
| 6M | -13.5% | -10.3% | -3.2% | -13.5% |
| YTD | -1.2% | +24.2% | -25.4% | -2.3% |
| 1Y | -1.6% | +116.5% | -118.0% | -4.5% |
| 3Y | -12.5% | +742.8% | -755.3% | -19.7% |
| 5Y | +3.0% | +753.3% | -750.3% | -6.8% |
| 10Y | +73.9% | +403.2% | -329.3% | +56.4% |
| All | +453.3% | +377.5% | +75.8% | +377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling